Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Year of publication: |
1987
|
---|---|
Authors: | Gibbons, Michael R. |
Other Persons: | Shanken, Jay (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 2.1987, p. 389-394
|
Subject: | Portfolio-Management | Portfolio selection |
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